CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 907-0 870-0 -37-0 -4.1% 951-4
High 911-0 895-4 -15-4 -1.7% 1018-0
Low 875-0 850-0 -25-0 -2.9% 939-4
Close 884-2 890-4 6-2 0.7% 939-4
Range 36-0 45-4 9-4 26.4% 78-4
ATR 42-0 42-2 0-2 0.6% 0-0
Volume 7,602 8,611 1,009 13.3% 35,591
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1015-1 998-3 915-4
R3 969-5 952-7 903-0
R2 924-1 924-1 898-7
R1 907-3 907-3 894-5 915-6
PP 878-5 878-5 878-5 882-7
S1 861-7 861-7 886-3 870-2
S2 833-1 833-1 882-1
S3 787-5 816-3 878-0
S4 742-1 770-7 865-4
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1201-1 1148-7 982-5
R3 1122-5 1070-3 961-1
R2 1044-1 1044-1 953-7
R1 991-7 991-7 946-6 978-6
PP 965-5 965-5 965-5 959-1
S1 913-3 913-3 932-2 900-2
S2 887-1 887-1 925-1
S3 808-5 834-7 917-7
S4 730-1 756-3 896-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 969-4 850-0 119-4 13.4% 27-2 3.1% 34% False True 6,530
10 1053-0 850-0 203-0 22.8% 28-3 3.2% 20% False True 7,086
20 1242-0 850-0 392-0 44.0% 28-4 3.2% 10% False True 5,373
40 1397-0 850-0 547-0 61.4% 29-4 3.3% 7% False True 4,112
60 1445-0 850-0 595-0 66.8% 30-0 3.4% 7% False True 3,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1088-7
2.618 1014-5
1.618 969-1
1.000 941-0
0.618 923-5
HIGH 895-4
0.618 878-1
0.500 872-6
0.382 867-3
LOW 850-0
0.618 821-7
1.000 804-4
1.618 776-3
2.618 730-7
4.250 656-5
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 884-5 909-6
PP 878-5 903-3
S1 872-6 896-7

These figures are updated between 7pm and 10pm EST after a trading day.

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